358
Views
17
CrossRef citations to date
0
Altmetric
Articles

A posteriori ratemaking using bivariate Poisson models

&
Pages 148-158 | Received 22 Jan 2015, Accepted 11 Sep 2015, Published online: 08 Oct 2015

References

  • Bermúdez, L. (2009). A priori ratemaking using bivariate Poisson regression models. Insurance: Mathematics and Economics 44 (1), 135–141.
  • Bermúdez, L. & Karlis, D. (2011). Bayesian multivariate Poisson models for insurance ratemaking. Insurance: Mathematics and Economics 48 (2), 226–236.
  • Bermúdez, L. & Karlis, D. (2012). Finite mixture of bivariate Poisson regression models with an application to insurance ratemaking. Computational Statistics and Data Analysis 56, 3988–3999.
  • Bühlmann, H. & Gisler, A. (2005). A course in credibility theory and its applications. Berlin: Springer.
  • Denuit, M., Marechal, X., Pitrebois, S. & Walhin, J.-F. (2007). Actuarial modelling of claim counts: risk classification, credibility and bonus-malus systems. New York: Wiley.
  • Dionne, G. & Vanasse, C. (1989). A generalization of actuarial automobile insurance rating models: the negative binomial distribution with a regression component. ASTIN Bulletin 19 (2), 199–212.
  • Englund, M., Guillén, M., Gustafsson, J., Nielsen, L. H. & Nielsen, J. P. (2008). Multivariate latent risk: a credibility approach. ASTIN Bulletin 38 (1), 137–146.
  • Frees, E. W. (2003). Multivariate credibility for aggregate loss models. North American Actuarial Journal 7 (1), 13–27.
  • Johnson, N., Kotz, S. & Balakrishnan, N. (1997). Multivariate discrete distributions. New York: Wiley.
  • Karlis, D. & Tsiamyrtzis, P. (2008). Exact Bayesian modeling for bivariate Poisson data and extensions. Statistics and Computing 18 (1), 27–40.
  • Kocherlakota, S. & Kocherlakota, K. (1992). Bivariate discrete distributions, statistics: textbooks and monographs, vol. 132. New York: Markel Dekker.
  • Pinquet, J. (1998). Designing optimal bonus-malus systems from different types of claims. ASTIN Bulletin 28 (2), 205–220.
  • Subrahmaniam, K. (1966). A test for “intrinsic correlation” in the theory of accident proneness. Journal of the Royal Statistical Society. Series B (Methodological) 28 (1), 180–189.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.